Narrow search
Showing 1 - 10 of 18
Cover Image
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 31 (2012) 5, pp. 532-558
Persistent link: https://www.econbiz.de/10009842058
Cover Image
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.; Phillips, Garry D. A. - In: Journal of time series econometrics 4 (2012) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10010097495
Cover Image
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of applied econometrics 27 (2012) 3, pp. 474-500
Persistent link: https://www.econbiz.de/10009838967
Cover Image
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments
Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 505-521
Persistent link: https://www.econbiz.de/10010033528
Cover Image
Alternative bias approximations in first-order dynamic reduced form models
Kiviet, Jan F.; Phillips, Garry D.A.; Schipp, Bernhard - In: Journal of economic dynamics & control 23 (1999) 7, pp. 909-928
Persistent link: https://www.econbiz.de/10006785373
Cover Image
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
Dufour, Jean-Marie; Kiviet, Jan F. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10006790051
Cover Image
Exact tests in single equation autoregressive distributed lag models
Kiviet, Jan F.; Dufour, Jean-Marie - In: Journal of econometrics 80 (1997) 2, pp. 325-354
Persistent link: https://www.econbiz.de/10006791456
Cover Image
Exact tests for structural change in first-order dynamic models
Dufour, Jean-Marie; Kiviet, Jan F. - In: Journal of econometrics 70 (1996) 1, pp. 39-68
Persistent link: https://www.econbiz.de/10006794816
Cover Image
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
Kiviet, Jan F.; Phillips, Garry D.A.; Schipp, Bernhard - In: Journal of econometrics 69 (1995) 1, pp. 241-266
Persistent link: https://www.econbiz.de/10006797926
Cover Image
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Kiviet, Jan F. - In: Journal of econometrics 68 (1995) 1, pp. 53-78
Persistent link: https://www.econbiz.de/10006797953